We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.

A Central Limit Theorem, and related results, for a two-color randomly reinforced urn / G. Aletti, C. May, P. Secchi. - Milano : Politecnico di Milano, 2008.

A Central Limit Theorem, and related results, for a two-color randomly reinforced urn

G. Aletti
Primo
;
C. May
Secondo
;
2008

Abstract

We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.
2008
reinforced processes ; generalized Polya urns ; convergence of conditional distributions
Settore MAT/06 - Probabilita' e Statistica Matematica
Laboratory for Modeling and Scientific Computing MOX
http://mox.polimi.it/it/progetti/pubblicazioni/quaderni/26-2008.pdf
Working Paper
A Central Limit Theorem, and related results, for a two-color randomly reinforced urn / G. Aletti, C. May, P. Secchi. - Milano : Politecnico di Milano, 2008.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/51959
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